We investigate the predictability of G10 currencies with respect to lagged currency returns from perspective a U.S. investor, using maximally predictable portfolio (MPP) approach Lo and MacKinlay (1997). show that, out-of-sample, MPP yields higher Sharpe ratio, cumulative return lower maximum drawdown than both naïve equal-weighted an momentum trading strategies, that mean–variance investor wou...

‎let $g$ be a graph and $chi^{prime}_{aa}(g)$ denotes the minimum number of colors required for an‎ ‎acyclic edge coloring of $g$ in which no two adjacent vertices are incident to edges colored with the same set of colors‎. ‎we prove a general bound for $chi^{prime}_{aa}(gsquare h)$ for any two graphs $g$ and $h$‎. ‎we also determine‎ ‎exact value of this parameter for the cartesian product of ...

A graph is 1-planar if it can be drawn in the plane such that each of its edges is crossed at most once. We prove a conjecture of Czap and Hudák [6] stating that the edge set of every 1-planar graph can be decomposed into a planar graph and a forest. We also provide simple proofs for the following recent results: (i) an n-vertex graph that admits a 1-planar drawing with straight-line edges has ...

In this paper, a efficient method of „Image Search‟, is proposed to find the most similar images for the given query image from the image Repository in which we first pre-process the original image based on different image features like edge, saturation, hue, brightness, luminance and then we will perform some similarity test on each features set of images and then find image according to the g...

Following Harary, the conditional connectivity (edge-connectivity) of a graph with respect to a given graph-theoretic property is the minimum cardinality of a set of vertices (edges), if any, whose deletion disconnects the graph and every remaining component has such a property. We study the case in which all these components are different from a tree whose order is not greater than n. For inst...

Hq(n, d) is defined as the graph with vertex set Zq and where two vertices are adjacent if their Hamming distance is at least d. The chromatic number of these graphs is presented for various sets of parameters (q, n, d). For the 4-colorings of the graphs H2(n, n − 1) a notion of robustness is introduced. It is based on the tolerance of swapping colors along an edge without destroying properness...